A Variant of the Dual Simplex Method for a Linear Semidefinite Programming Problem

被引：0

作者：

Zhadan, V. G. ^{[1
]}

机构：

[1] Russian Acad Sci, Dorodnitsyn Comp Ctr, Moscow 119333, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2017年 / 299卷

基金：

俄罗斯基础研究基金会;

关键词：

linear semidefinite programming problem; dual problem; extreme points; dual simplex method;

D O I：

10.1134/S0081543817090267

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A linear semidefinite programming problem in the standard statement is considered, and a variant of the dual simplex method is proposed for its solution. This variant generalizes the corresponding method used for linear programming problems. The transfer from an extreme point of the feasible set to another extreme point is described. The convergence of the method is proved.

引用

页码：246 / 256

页数：11

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